[KSCI] Korea Science Citation Index Service

http://dx.doi.org/10.4134/CKMS.2006.21.2.375

A STUDY ON SOME PERIODIC TIME VARYING BILINEAR MODEL

Ha Seung-Yeon (Department of Statistics Ewha Womans University)
Lee Oe-Sook (Department of Statistics Ewha Womans University)

Publication Information

Communications of the Korean Mathematical Society / v.21, no.2, 2006 , pp. 375-384 More about this Journal

Abstract

We consider a class of bilinear models with periodic regime switching and find easy-to-check sufficient conditions that ensures the existence of a stationary process obtained from given difference equation. Existence of a higher order moments is examined.

Keywords

periodic time varying bilinear model; top Lyapounov exponent; stationarity; moments;

Citations & Related Records

Reference

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